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Barrier Reverse Convertible
Symbol:
RCRAAV
ISIN:
CH1275372394
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 100.70 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1275372394 |
| Valor | 127537239 |
| Symbol | RCRAAV |
| Barrier | 126.12 USD |
| Cap | 229.30 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 8.25% |
| Coupon Premium | 2.88% |
| Coupon Yield | 5.37% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 18/07/2023 |
| Date of maturity | 22/07/2024 |
| Last trading day | 15/07/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Salesforce Inc. |
| ISIN | US79466L3024 |
| Price |
253.20 EUR
|
| Date | 30/04/24 18:43 |
| Ratio | 0.2293 |
| Cap | 229.30 USD |
| Barrier | 126.12 USD |
Key data
| Ask Price (basis for calculation) | 100.7000 |
| Maximum yield | 1.10% |
| Maximum yield p.a. | 4.83% |
| Sideways yield | 1.10% |
| Sideways yield p.a. | 4.83% |
| Distance to Cap | 43.97 |
| Distance to Cap in % | 16.09% |
| Is Cap Level reached | No |
| Distance to Barrier | 147.15 |
| Distance to Barrier in % | 53.85% |
| Is Barrier reached | No |
market maker quality Date: 29/04/2024
| Average Spread | 0.51% |
| Last Best Bid Price | 100.20 % |
| Last Best Ask Price | 100.70 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 145,343 |
| Average Sell Volume | 145,343 |
| Average Buy Value | 145,634 USD |
| Average Sell Value | 146,364 USD |
| Spreads Availability Ratio | 99.78% |
| Quote Availability | 99.78% |
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